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AAAU vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAAU and IAU is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AAAU vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAAU:

2.50

IAU:

2.48

Sortino Ratio

AAAU:

2.90

IAU:

2.87

Omega Ratio

AAAU:

1.37

IAU:

1.36

Calmar Ratio

AAAU:

4.73

IAU:

4.71

Martin Ratio

AAAU:

12.91

IAU:

12.86

Ulcer Index

AAAU:

2.97%

IAU:

2.98%

Daily Std Dev

AAAU:

17.79%

IAU:

17.92%

Max Drawdown

AAAU:

-21.63%

IAU:

-45.14%

Current Drawdown

AAAU:

-1.86%

IAU:

-1.87%

Returns By Period

The year-to-date returns for both investments are quite close, with AAAU having a 27.99% return and IAU slightly higher at 28.01%.


AAAU

YTD

27.99%

1M

1.67%

6M

27.85%

1Y

43.67%

3Y*

21.42%

5Y*

13.92%

10Y*

N/A

IAU

YTD

28.01%

1M

1.67%

6M

27.81%

1Y

43.65%

3Y*

21.34%

5Y*

13.83%

10Y*

10.69%

*Annualized

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Goldman Sachs Physical Gold ETF

iShares Gold Trust

AAAU vs. IAU - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AAAU vs. IAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9696
Overall Rank
The Sharpe Ratio Rank of AAAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9494
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9595
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9696
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAAU vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and iShares Gold Trust (IAU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current AAAU Sharpe Ratio is 2.50, which is comparable to the IAU Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of AAAU and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AAAU vs. IAU - Dividend Comparison

Neither AAAU nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AAAU vs. IAU - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for AAAU and IAU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AAAU vs. IAU - Volatility Comparison

Goldman Sachs Physical Gold ETF (AAAU) and iShares Gold Trust (IAU) have volatilities of 7.89% and 7.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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